Risk Limits 2026-03-30
📊 Risk Monitor 📝 Factor Memo
Portfolio Exposure
+87.2%
Gross Long
-84.0%
Gross Short
171.2%
Gross Exposure
Limit: 325%
+3.2%
Net Exposure
Limit: ±30%
Sector Beta — limit: |net| ≤ 0.3
Sector Long β Short β Net β |Net| / Limit Status
EnergyEnergy +0.3656 -0.1212 +0.2444
0.24 / 0.3
WARNING
Communication ServicesCommunication Services +0.0000 -0.2344 -0.2344
0.23 / 0.3
OK
IndustrialsIndustrials +0.1886 -0.2543 -0.0657
0.07 / 0.3
OK
MaterialsMaterials +0.1307 -0.0748 +0.0559
0.06 / 0.3
OK
UtilitiesUtilities +0.0043 -0.0492 -0.0449
0.04 / 0.3
OK
Information TechnologyInformation Technology +0.3091 -0.2903 +0.0189
0.02 / 0.3
OK
Consumer DiscretionaryConsumer Discretionary +0.0332 -0.0243 +0.0090
0.01 / 0.3
OK
Consumer StaplesConsumer Staples +0.0061 -0.0034 +0.0027
0.00 / 0.3
OK
Health CareHealth Care +0.0000 -0.0008 -0.0008
0.00 / 0.3
OK
Position Concentration — limit: |weight| ≤ 9.5%
Top 5 Longs
# Ticker Sector Weight % Status
1
ATHABASCA OIL CORP
ATHABASCA OIL CORP
 Energy +4.78% OK
2
OIH
VANECK OIL SERVICES ETF
 — +4.32% OK
3
DVN
DEVON ENERGY CORP
 Energy +3.76% OK
4
PSX
PHILLIPS 66
 Energy +3.42% OK
5
APA
APA CORP
 Energy +3.08% OK
Top 5 Shorts
# Ticker Sector Weight % Status
1
META
META PLATFORMS INC
 Communication Services -8.58% WARN
2
XOP
STATE STREET SPDR S&P OIL &
— -5.76% OK
3
AVGO
BROADCOM INC
 Information Technology -5.63% OK
4
GOOGL
ALPHABET INC
 Communication Services -5.47% OK
5
NVDA
NVIDIA CORP
 Information Technology -3.17% OK
Top 5 Gross Concentration — limit: combined ≤ 30%
# Ticker Name Side |Weight| %
1 META META PLATFORMS INC Short 8.58%
2 XOP STATE STREET SPDR S&P OIL & GA Short 5.76%
3 AVGO BROADCOM INC Short 5.63%
4 GOOGL ALPHABET INC Short 5.47%
5 ATHABASCA OIL CORP ATHABASCA OIL CORP Long 4.78%
Combined Top 5 30.22% BREACH